Produces perspective or contour plot views of an estimated surface corresponding smooths over two or more dimensions. Alternatively plots “slices” of the estimated surface or estimated second derivative surface with one of its arguments fixed. Corresponding twice-standard error “Bayesian” confidence bands are constructed using the method in Marra and Wood (2012). See the details.

```
vis.pfr(
object,
select = 1,
xval = NULL,
tval = NULL,
deriv2 = FALSE,
theta = 50,
plot.type = "persp",
ticktype = "detailed",
...
)
```

object

an `pfr`

object, produced by `pfr`

select

index for the smooth term to be plotted, according to its position
in the model formula (and in `object$smooth`

). Not needed if only one
multivariate term is present.

xval

a number in the range of functional predictor to be plotted. The surface will be plotted with the first argument of the estimated surface fixed at this value

tval

a number in the domain of the functional predictor to be plotted. The surface will be
plotted with the second argument of the estimated surface fixed at this value. Ignored if `xval`

is specified.

deriv2

logical; if `TRUE`

, plot the estimated second derivative surface along with
Bayesian confidence bands. Only implemented for the "slices" plot from either `xval`

or
`tval`

being specified

theta

numeric; viewing angle; see `persp`

plot.type

ticktype

how to draw the tick marks if `plot.type="persp"`

. Defaults to `"detailed"`

Simply produces a plot

The confidence bands used when plotting slices of the estimated surface or second derivative surface are the ones proposed in Marra and Wood (2012). These are a generalization of the "Bayesian" intervals of Wahba (1983) with an adjustment for the uncertainty about the model intercept. The estimated covariance matrix of the model parameters is obtained from assuming a particular Bayesian model on the parameters.

McLean, M. W., Hooker, G., Staicu, A.-M., Scheipl, F., and Ruppert, D. (2014). Functional
generalized additive models. *Journal of Computational and Graphical Statistics*, **23(1)**,
pp. 249-269. Available at https://www.ncbi.nlm.nih.gov/pmc/articles/PMC3982924/.

Marra, G., and Wood, S. N. (2012) Coverage properties of confidence intervals for generalized
additive model components. *Scandinavian Journal of Statistics*, **39(1)**, pp. 53--74.

Wabha, G. (1983) "Confidence intervals" for the cross-validated smoothing spline. *Journal of the
Royal Statistical Society, Series B*, **45(1)**, pp. 133--150.

# NOT RUN { ################# DTI Example ##################### data(DTI) ## only consider first visit and cases (since no PASAT scores for controls), ## and remove missing data DTI <- DTI[DTI$visit==1 & DTI$case==1 & complete.cases(DTI$cca),] ## Fit the PFR using FA measurements along corpus ## callosum as functional predictor with PASAT as response ## using 8 cubic B-splines for each marginal bases with ## third order marginal difference penalties. ## Specifying gamma>1 enforces more smoothing when using GCV ## to choose smoothing parameters fit <- pfr(pasat ~ af(cca, basistype="te", k=c(8,8), m=list(c(2,3),c(2,3)), bs="ps"), method="GCV.Cp", gamma=1.2, data=DTI) ## contour plot of the fitted surface vis.pfr(fit, plot.type='contour') ## similar to Figure 5 from McLean et al. ## Bands seem too conservative in some cases xval <- runif(1, min(fit$pfr$ft[[1]]$Xrange), max(fit$pfr$ft[[1]]$Xrange)) tval <- runif(1, min(fit$pfr$ft[[1]]$xind), max(fit$pfr$ft[[1]]$xind)) par(mfrow=c(2, 2)) vis.pfr(fit, deriv2=FALSE, xval=xval) vis.pfr(fit, deriv2=FALSE, tval=tval) vis.pfr(fit, deriv2=TRUE, xval=xval) vis.pfr(fit, deriv2=TRUE, tval=tval) # }